+9,952.9%
CTAS vs IVZ
+948.4%
+9,004.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.5% | +5.1% | -4.6% | -1.0% |
| 30D | +10.2% | -1.6% | +11.8% | +10.4% |
| 3M | +12.1% | -9.1% | +21.2% | +14.6% |
| 6M | +38.3% | +1.8% | +36.5% | +36.0% |
| YTD | +21.9% | +10.8% | +11.1% | +16.2% |
| 1Y | +24.0% | +19.1% | +4.9% | +15.6% |
| 3Y | +75.1% | +144.4% | -69.3% | +28.2% |
| 5Y | +116.9% | +33.6% | +83.4% | +84.6% |
| 10Y | +821.3% | +41.7% | +779.6% | +608.2% |
| All | +9,952.9% | +948.4% | +9,004.5% | +4,201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling